+263.7%
QCOM vs SBUX
+125.6%
+138.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +4.3% |
| 7D | +5.1% | -3.9% | +9.0% | +7.1% |
| 30D | +4.3% | -2.8% | +7.1% | +5.6% |
| 3M | -19.6% | +8.2% | -27.8% | -23.3% |
| 6M | +29.5% | +4.3% | +25.2% | +24.7% |
| YTD | +3.4% | +23.3% | -20.0% | -9.0% |
| 1Y | +10.9% | +24.3% | -13.4% | -3.2% |
| 3Y | +74.8% | +15.5% | +59.3% | +51.3% |
| 5Y | +36.2% | -2.7% | +38.9% | +27.5% |
| 10Y | +263.7% | +128.8% | +134.9% | +119.8% |
| All | +263.7% | +125.6% | +138.2% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBUX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling